+194.6%
BMY vs AMBA
+772.6%
-577.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.1% | -7.7% | -1.8% |
| 7D | -0.5% | -7.2% | +6.7% | -0.2% |
| 30D | +4.1% | -10.4% | +14.5% | +4.5% |
| 3M | -3.1% | -30.1% | +27.0% | -1.7% |
| 6M | +11.0% | -22.4% | +33.5% | +11.1% |
| YTD | +19.1% | -17.3% | +36.4% | +18.2% |
| 1Y | +37.8% | -35.4% | +73.2% | +38.5% |
| 3Y | +34.2% | +18.6% | +15.6% | +27.2% |
| 5Y | +27.2% | -69.8% | +97.1% | +28.4% |
| 10Y | +72.1% | +1.1% | +71.0% | +47.2% |
| All | +194.6% | +772.6% | -577.9% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling